-25.9%
CCJ vs ULTA
+27.7%
-53.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.1% | -5.3% | -1.8% |
| 7D | -14.5% | +6.7% | -21.2% | -15.3% |
| 30D | -18.1% | +21.7% | -39.8% | -20.7% |
| 3M | -23.0% | +21.5% | -44.5% | -25.4% |
| 6M | -39.4% | +27.5% | -66.9% | -41.4% |
| YTD | -21.7% | +9.2% | -30.9% | -21.9% |
| 1Y | -25.9% | +27.9% | -53.8% | -25.6% |
| All | -25.9% | +27.7% | -53.6% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ULTA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling